NYMEX Natural Gas Future April 2010


Trading Metrics calculated at close of trading on 23-Sep-2009
Day Change Summary
Previous Current
22-Sep-2009 23-Sep-2009 Change Change % Previous Week
Open 5.498 5.600 0.102 1.9% 5.176
High 5.535 5.705 0.170 3.1% 5.635
Low 5.387 5.595 0.208 3.9% 5.117
Close 5.507 5.691 0.184 3.3% 5.563
Range 0.148 0.110 -0.038 -25.7% 0.518
ATR 0.185 0.186 0.001 0.5% 0.000
Volume 5,259 3,293 -1,966 -37.4% 28,478
Daily Pivots for day following 23-Sep-2009
Classic Woodie Camarilla DeMark
R4 5.994 5.952 5.752
R3 5.884 5.842 5.721
R2 5.774 5.774 5.711
R1 5.732 5.732 5.701 5.753
PP 5.664 5.664 5.664 5.674
S1 5.622 5.622 5.681 5.643
S2 5.554 5.554 5.671
S3 5.444 5.512 5.661
S4 5.334 5.402 5.631
Weekly Pivots for week ending 18-Sep-2009
Classic Woodie Camarilla DeMark
R4 6.992 6.796 5.848
R3 6.474 6.278 5.705
R2 5.956 5.956 5.658
R1 5.760 5.760 5.610 5.858
PP 5.438 5.438 5.438 5.488
S1 5.242 5.242 5.516 5.340
S2 4.920 4.920 5.468
S3 4.402 4.724 5.421
S4 3.884 4.206 5.278
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.705 5.363 0.342 6.0% 0.174 3.1% 96% True False 4,985
10 5.705 4.928 0.777 13.7% 0.234 4.1% 98% True False 5,087
20 5.705 4.775 0.930 16.3% 0.182 3.2% 98% True False 4,247
40 5.886 4.775 1.111 19.5% 0.149 2.6% 82% False False 3,197
60 5.886 4.775 1.111 19.5% 0.141 2.5% 82% False False 2,970
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.050
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 6.173
2.618 5.993
1.618 5.883
1.000 5.815
0.618 5.773
HIGH 5.705
0.618 5.663
0.500 5.650
0.382 5.637
LOW 5.595
0.618 5.527
1.000 5.485
1.618 5.417
2.618 5.307
4.250 5.128
Fisher Pivots for day following 23-Sep-2009
Pivot 1 day 3 day
R1 5.677 5.643
PP 5.664 5.594
S1 5.650 5.546

These figures are updated between 7pm and 10pm EST after a trading day.

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